Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator
From MaRDI portal
Publication:1236849
DOI10.1007/BF02504641zbMath0354.62023MaRDI QIDQ1236849
Publication date: 1975
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Related Items
On Bahadur asymptotic efficiency of the maximum likelihood and quasi-maximum likelihood estimators in Gaussian stationary processes ⋮ A nondegenerate penalized likelihood estimator for variance parameters in multilevel models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On a theorem of Bahadur on the rate of convergence of point estimators
- Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
- Asymptotic Efficiency of the Maximum Likelihood Estimator
- Limiting Behavior of Posterior Distributions when the Model is Incorrect
- Some contributions to the asymptotic theory of Bayes solutions
- Generalized Maximum Likelihood Estimators
- Rates of Convergence of Estimates and Test Statistics
- On Fisher's Bound for Asymptotic Variances
- The Asymptotic Behavior of Bayes' Estimators
- Note on the Consistency of the Maximum Likelihood Estimate
- On Stochastic Limit and Order Relationships